Online Learning of Rested and Restless Bandits

DOI10.1109/TIT.2012.2198613zbMath1366.91041arXiv1102.3508OpenAlexW3102381603MaRDI QIDQ2989865

Mingyan Liu, Cem Tekin

Publication date: 8 June 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3508

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Rationality and learning in game theory (91A26) Probabilistic games; gambling (91A60)

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